FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W189750822> ?p ?o ?g. }

• W189750822 abstract "The statistical relationship among future changes in consumption can be used to derive, under certain assumptions on investor preferences, an unambiguous effect on the term structure of discount rates. Thus, an increase in concordance in uncertain consumption growth has a negative impact on the term structure if, and only if, the representative investor is risk-averse and prudent (Gollier, Pricing the Planet's Future, Princeton University Press, 2013). Using multivariate s-concave stochastic orderings, this paper generalizes this relationship to multivariate higher-order risk preferences. The result under concordance is included for bivariate (1,1)-increasing concave orders. Similar generalizations arise for the good-specific discount rates and their relationships in a stochastic multi-good economy. In an approximate representation of the interest rate for the univariate case, the term-structure effects are controlled by the Ross coefficients of risk aversion. The effect on the term structure decreases with initial consumption for a given stochastic deterioration in the future consumption increments." @default.
• W189750822 created "2016-06-24" @default.
• W189750822 creator A5068441375 @default.
• W189750822 date "2012-06-30" @default.
• W189750822 modified "2023-10-16" @default.
• W189750822 title "Term Structure of Discount Rates under Multivariate s-Ordered Consumption Growth" @default.
• W189750822 cites W1524687023 @default.
• W189750822 cites W1533206167 @default.
• W189750822 cites W1580639557 @default.
• W189750822 cites W1967076233 @default.
• W189750822 cites W1972557934 @default.
• W189750822 cites W1977632617 @default.
• W189750822 cites W1980787806 @default.
• W189750822 cites W1982966144 @default.
• W189750822 cites W1984893260 @default.
• W189750822 cites W1989785423 @default.
• W189750822 cites W1994702748 @default.
• W189750822 cites W1995118028 @default.
• W189750822 cites W1996736669 @default.
• W189750822 cites W1998518767 @default.
• W189750822 cites W1999871445 @default.
• W189750822 cites W2002687039 @default.
• W189750822 cites W2009749785 @default.
• W189750822 cites W2010757459 @default.
• W189750822 cites W2019025561 @default.
• W189750822 cites W2026462939 @default.
• W189750822 cites W2026561331 @default.
• W189750822 cites W2038291661 @default.
• W189750822 cites W2044871667 @default.
• W189750822 cites W2050905651 @default.
• W189750822 cites W2053555145 @default.
• W189750822 cites W2053738111 @default.
• W189750822 cites W2060477764 @default.
• W189750822 cites W2062422780 @default.
• W189750822 cites W2063067667 @default.
• W189750822 cites W2066875384 @default.
• W189750822 cites W2068366749 @default.
• W189750822 cites W2068970551 @default.
• W189750822 cites W2073230354 @default.
• W189750822 cites W2091025096 @default.
• W189750822 cites W2094939647 @default.
• W189750822 cites W2112767373 @default.
• W189750822 cites W2121372213 @default.
• W189750822 cites W2124661501 @default.
• W189750822 cites W2125042949 @default.
• W189750822 cites W2128009508 @default.
• W189750822 cites W2131113338 @default.
• W189750822 cites W2137192863 @default.
• W189750822 cites W2137596901 @default.
• W189750822 cites W2152034063 @default.
• W189750822 cites W2153780515 @default.
• W189750822 cites W2157842955 @default.
• W189750822 cites W2161691912 @default.
• W189750822 cites W2166465571 @default.
• W189750822 cites W2171410703 @default.
• W189750822 cites W2326502369 @default.
• W189750822 cites W2328111639 @default.
• W189750822 cites W2340187039 @default.
• W189750822 cites W2799920757 @default.
• W189750822 cites W3121428746 @default.
• W189750822 cites W3121623400 @default.
• W189750822 cites W3122316946 @default.
• W189750822 cites W3122322553 @default.
• W189750822 cites W3122605789 @default.
• W189750822 cites W3122754327 @default.
• W189750822 cites W3123882688 @default.
• W189750822 hasPublicationYear "2012" @default.
• W189750822 type Work @default.
• W189750822 sameAs 189750822 @default.
• W189750822 citedByCount "1" @default.
• W189750822 countsByYear W1897508222016 @default.
• W189750822 crossrefType "proceedings-article" @default.
• W189750822 hasAuthorship W189750822A5068441375 @default.
• W189750822 hasBestOaLocation W1897508222 @default.
• W189750822 hasConcept C119857082 @default.
• W189750822 hasConcept C121332964 @default.
• W189750822 hasConcept C144024400 @default.
• W189750822 hasConcept C149782125 @default.
• W189750822 hasConcept C161584116 @default.
• W189750822 hasConcept C162324750 @default.
• W189750822 hasConcept C30772137 @default.
• W189750822 hasConcept C36289849 @default.
• W189750822 hasConcept C41008148 @default.
• W189750822 hasConcept C61797465 @default.
• W189750822 hasConcept C62520636 @default.
• W189750822 hasConceptScore W189750822C119857082 @default.
• W189750822 hasConceptScore W189750822C121332964 @default.
• W189750822 hasConceptScore W189750822C144024400 @default.
• W189750822 hasConceptScore W189750822C149782125 @default.
• W189750822 hasConceptScore W189750822C161584116 @default.
• W189750822 hasConceptScore W189750822C162324750 @default.
• W189750822 hasConceptScore W189750822C30772137 @default.
• W189750822 hasConceptScore W189750822C36289849 @default.
• W189750822 hasConceptScore W189750822C41008148 @default.
• W189750822 hasConceptScore W189750822C61797465 @default.
• W189750822 hasConceptScore W189750822C62520636 @default.
• W189750822 hasLocation W1897508221 @default.
• W189750822 hasLocation W1897508222 @default.
• W189750822 hasLocation W1897508223 @default.
• W189750822 hasLocation W1897508224 @default.

• next